Chapter 6 – Interest Rates and Hedging with Derivative Instruments

Chapter 7 – Measuring Market Risk: VAR, Expected Shortfall and Similar Mertics

Chapter 9 – Credit Scoring and Retail Credit Risk Management

Chapter 10 – Commercial Credit Risk and the Rating of Individual Credits

Chapter 11 – Quantitative Approaches to Credit Portfolio Risk and Credit Modeling

Chapter 12 – The Credit Risk Transfer Markets and their implications

The evolution of Counterparty Credit Risk Management

3. The conflict between Risk and Return